BIMSA > Seminar on Control Theory and Nonlinear Filtering Wavelet-Galerkin Method for the Kolmogorov Equation
Wavelet-Galerkin Method for the Kolmogorov Equation
Organizer
Stephen S-T. Yau
Speaker
Minli Feng
Time
Wednesday, September 18, 2024 3:40 PM - 4:30 PM
Venue
Online
Abstract
It is well known that the Kolmogorov equation plays an important role in applied science. In this presentation, we introduce a theoretical foundation of using the wavelet-Galerkin method to solve linear parabolic PDE, and give a rigorous proof that the solution of the Kolmogorov equation can be approximated very well in any finite domain by this method.